+16.1%
ASTS vs FRMI
-77.3%
+93.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +11.5% | -5.4% | +2.7% |
| 7D | +18.5% | +23.3% | -4.8% | +11.3% |
| 30D | -8.1% | -7.6% | -0.5% | -6.8% |
| 3M | -28.2% | +0.2% | -28.4% | -30.8% |
| 6M | -26.1% | -28.7% | +2.6% | -24.0% |
| YTD | -9.0% | -28.6% | +19.7% | -7.1% |
| All | +16.1% | -77.3% | +93.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FRMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling